A question about the show Torchwood?

In the Torchwood time-line, Ianto and Gwen do not know why Jack is immortal, just that he is. However, there was at least on episode of Dr. Who (which I've never watched) that had all three characters on it and it was supposedly in the time between the end of season two and the beginning of season three of Torchwood. I don't know if they gained any additional information then or not about Jack's immortality but they met the doctor and learned about him.